I would do arms to start. Fury doesn’t really start to shine till your mid 30s imo. Switch later if you want. Prot leveling is just…painful.
Keep a decent shield on hand for when you get in trouble and make a macro so you can switch to it while you are running away.
Here’s a link to a video with some macro information
I wouldn’t go too crazy with macros, it’s good as a warrior to build muscle memory for all your abilities but a macro for switching from 2 hand to sword and shield is necessary imo